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author
Zuzana Prášková
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publication date
4 December 2012
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full work available at URL
http://www.kybernetika.cz/content/2002/4/389/paper.pdf
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MaRDI profile type
MaRDI publication profile
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cites work
Bootstrapping explosive autoregressive processes
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On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model
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Edgeworth correction by bootstrap in autoregressions
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Time series: Theory and methods
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Martingale Central Limit Theorems
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On asymptotic properties of bootstrap for AR(1) processes
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Stochastic Limit Theory
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Q3681650
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Unit root bootstrap tests for AR (1) models
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Q3911791
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Bootstrapping general first order autoregression
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BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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Bootstrap procedures under some non-i.i.d. models
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The accuracy of the normal approximation for minimum contrast estimates
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Q5687704
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LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE
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Jackknife, bootstrap and other resampling methods in regression analysis
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Identifiers
zbMATH Open document ID
1264.62072
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Mathematics Subject Classification ID
62M10
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62F40
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62G09
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zbMATH DE Number
6112578
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